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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSun, 13 Dec 2009 11:59:07 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/13/t1260730769zu7sjvd2f8utzdc.htm/, Retrieved Sat, 27 Apr 2024 19:27:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67394, Retrieved Sat, 27 Apr 2024 19:27:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [WS8 D=0 en d=0] [2009-11-25 16:06:53] [445b292c553470d9fed8bc2796fd3a00]
-    D          [(Partial) Autocorrelation Function] [ws 8 d=0 D=0] [2009-11-25 20:46:27] [134dc66689e3d457a82860db6471d419]
-    D            [(Partial) Autocorrelation Function] [WS8] [2009-12-13 15:05:34] [85be98bd9ebcfd4d73e77f8552419c9a]
-    D                [(Partial) Autocorrelation Function] [WS9] [2009-12-13 18:59:07] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   PD                  [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:01:13] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                     [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:03:21] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                       [(Partial) Autocorrelation Function] [WS9] [2009-12-13 19:11:37] [85be98bd9ebcfd4d73e77f8552419c9a]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
 2.11 
 2.09 
 2.05 
 2.08 
 2.06 
 2.06 
 2.08 
 2.07 
 2.06 
 2.07 
 2.06 
 2.09 
 2.07 
 2.09 
 2.28 
 2.33 
 2.35 
 2.52 
 2.63 
 2.58 
 2.70 
 2.81 
 2.97 
 3.04 
 3.28 
 3.33 
 3.50 
 3.56 
 3.57 
 3.69 
 3.82 
 3.79 
 3.96 
 4.06 
 4.05 
 4.03 
 3.94 
 4.02 
 3.88 
 4.02 
 4.03 
 4.09 
 3.99 
 4.01 
 4.01 
 4.19 
 4.30 
 4.27 
 3.82 
 3.15 
 2.49 
 1.81 
 1.26 
 1.06 
 0.84 
 0.78 
 0.70 
 0.36 
 0.35 
 0.36

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67394&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67394&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67394&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9432437.30630
20.8612246.6710
30.7586945.87680
40.6529255.05752e-06
50.5405734.18734.7e-05
60.4245683.28870.000843
70.3096442.39850.009794
80.1961911.51970.06692
90.0954210.73910.231356
100.0138620.10740.457427
11-0.047429-0.36740.357314
12-0.087023-0.67410.251425
13-0.112593-0.87210.193304
14-0.138587-1.07350.143674
15-0.167269-1.29570.100028
16-0.202932-1.57190.060615
17-0.237891-1.84270.035158
18-0.270616-2.09620.020146
19-0.296375-2.29570.012601
20-0.322385-2.49720.00764
21-0.343985-2.66450.004944
22-0.366714-2.84060.003071
23-0.379951-2.94310.002307
24-0.392093-3.03710.001766
25-0.394319-3.05440.001681
26-0.389701-3.01860.001862
27-0.377966-2.92770.002409
28-0.362548-2.80830.003356
29-0.346044-2.68040.004739
30-0.323172-2.50330.007522
31-0.298653-2.31340.012074
32-0.273527-2.11870.019131
33-0.243268-1.88430.032183
34-0.209479-1.62260.054957
35-0.17644-1.36670.088409
36-0.140426-1.08770.140531

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943243 & 7.3063 & 0 \tabularnewline
2 & 0.861224 & 6.671 & 0 \tabularnewline
3 & 0.758694 & 5.8768 & 0 \tabularnewline
4 & 0.652925 & 5.0575 & 2e-06 \tabularnewline
5 & 0.540573 & 4.1873 & 4.7e-05 \tabularnewline
6 & 0.424568 & 3.2887 & 0.000843 \tabularnewline
7 & 0.309644 & 2.3985 & 0.009794 \tabularnewline
8 & 0.196191 & 1.5197 & 0.06692 \tabularnewline
9 & 0.095421 & 0.7391 & 0.231356 \tabularnewline
10 & 0.013862 & 0.1074 & 0.457427 \tabularnewline
11 & -0.047429 & -0.3674 & 0.357314 \tabularnewline
12 & -0.087023 & -0.6741 & 0.251425 \tabularnewline
13 & -0.112593 & -0.8721 & 0.193304 \tabularnewline
14 & -0.138587 & -1.0735 & 0.143674 \tabularnewline
15 & -0.167269 & -1.2957 & 0.100028 \tabularnewline
16 & -0.202932 & -1.5719 & 0.060615 \tabularnewline
17 & -0.237891 & -1.8427 & 0.035158 \tabularnewline
18 & -0.270616 & -2.0962 & 0.020146 \tabularnewline
19 & -0.296375 & -2.2957 & 0.012601 \tabularnewline
20 & -0.322385 & -2.4972 & 0.00764 \tabularnewline
21 & -0.343985 & -2.6645 & 0.004944 \tabularnewline
22 & -0.366714 & -2.8406 & 0.003071 \tabularnewline
23 & -0.379951 & -2.9431 & 0.002307 \tabularnewline
24 & -0.392093 & -3.0371 & 0.001766 \tabularnewline
25 & -0.394319 & -3.0544 & 0.001681 \tabularnewline
26 & -0.389701 & -3.0186 & 0.001862 \tabularnewline
27 & -0.377966 & -2.9277 & 0.002409 \tabularnewline
28 & -0.362548 & -2.8083 & 0.003356 \tabularnewline
29 & -0.346044 & -2.6804 & 0.004739 \tabularnewline
30 & -0.323172 & -2.5033 & 0.007522 \tabularnewline
31 & -0.298653 & -2.3134 & 0.012074 \tabularnewline
32 & -0.273527 & -2.1187 & 0.019131 \tabularnewline
33 & -0.243268 & -1.8843 & 0.032183 \tabularnewline
34 & -0.209479 & -1.6226 & 0.054957 \tabularnewline
35 & -0.17644 & -1.3667 & 0.088409 \tabularnewline
36 & -0.140426 & -1.0877 & 0.140531 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67394&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.943243[/C][C]7.3063[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.861224[/C][C]6.671[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.758694[/C][C]5.8768[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.652925[/C][C]5.0575[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.540573[/C][C]4.1873[/C][C]4.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.424568[/C][C]3.2887[/C][C]0.000843[/C][/ROW]
[ROW][C]7[/C][C]0.309644[/C][C]2.3985[/C][C]0.009794[/C][/ROW]
[ROW][C]8[/C][C]0.196191[/C][C]1.5197[/C][C]0.06692[/C][/ROW]
[ROW][C]9[/C][C]0.095421[/C][C]0.7391[/C][C]0.231356[/C][/ROW]
[ROW][C]10[/C][C]0.013862[/C][C]0.1074[/C][C]0.457427[/C][/ROW]
[ROW][C]11[/C][C]-0.047429[/C][C]-0.3674[/C][C]0.357314[/C][/ROW]
[ROW][C]12[/C][C]-0.087023[/C][C]-0.6741[/C][C]0.251425[/C][/ROW]
[ROW][C]13[/C][C]-0.112593[/C][C]-0.8721[/C][C]0.193304[/C][/ROW]
[ROW][C]14[/C][C]-0.138587[/C][C]-1.0735[/C][C]0.143674[/C][/ROW]
[ROW][C]15[/C][C]-0.167269[/C][C]-1.2957[/C][C]0.100028[/C][/ROW]
[ROW][C]16[/C][C]-0.202932[/C][C]-1.5719[/C][C]0.060615[/C][/ROW]
[ROW][C]17[/C][C]-0.237891[/C][C]-1.8427[/C][C]0.035158[/C][/ROW]
[ROW][C]18[/C][C]-0.270616[/C][C]-2.0962[/C][C]0.020146[/C][/ROW]
[ROW][C]19[/C][C]-0.296375[/C][C]-2.2957[/C][C]0.012601[/C][/ROW]
[ROW][C]20[/C][C]-0.322385[/C][C]-2.4972[/C][C]0.00764[/C][/ROW]
[ROW][C]21[/C][C]-0.343985[/C][C]-2.6645[/C][C]0.004944[/C][/ROW]
[ROW][C]22[/C][C]-0.366714[/C][C]-2.8406[/C][C]0.003071[/C][/ROW]
[ROW][C]23[/C][C]-0.379951[/C][C]-2.9431[/C][C]0.002307[/C][/ROW]
[ROW][C]24[/C][C]-0.392093[/C][C]-3.0371[/C][C]0.001766[/C][/ROW]
[ROW][C]25[/C][C]-0.394319[/C][C]-3.0544[/C][C]0.001681[/C][/ROW]
[ROW][C]26[/C][C]-0.389701[/C][C]-3.0186[/C][C]0.001862[/C][/ROW]
[ROW][C]27[/C][C]-0.377966[/C][C]-2.9277[/C][C]0.002409[/C][/ROW]
[ROW][C]28[/C][C]-0.362548[/C][C]-2.8083[/C][C]0.003356[/C][/ROW]
[ROW][C]29[/C][C]-0.346044[/C][C]-2.6804[/C][C]0.004739[/C][/ROW]
[ROW][C]30[/C][C]-0.323172[/C][C]-2.5033[/C][C]0.007522[/C][/ROW]
[ROW][C]31[/C][C]-0.298653[/C][C]-2.3134[/C][C]0.012074[/C][/ROW]
[ROW][C]32[/C][C]-0.273527[/C][C]-2.1187[/C][C]0.019131[/C][/ROW]
[ROW][C]33[/C][C]-0.243268[/C][C]-1.8843[/C][C]0.032183[/C][/ROW]
[ROW][C]34[/C][C]-0.209479[/C][C]-1.6226[/C][C]0.054957[/C][/ROW]
[ROW][C]35[/C][C]-0.17644[/C][C]-1.3667[/C][C]0.088409[/C][/ROW]
[ROW][C]36[/C][C]-0.140426[/C][C]-1.0877[/C][C]0.140531[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67394&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67394&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9432437.30630
20.8612246.6710
30.7586945.87680
40.6529255.05752e-06
50.5405734.18734.7e-05
60.4245683.28870.000843
70.3096442.39850.009794
80.1961911.51970.06692
90.0954210.73910.231356
100.0138620.10740.457427
11-0.047429-0.36740.357314
12-0.087023-0.67410.251425
13-0.112593-0.87210.193304
14-0.138587-1.07350.143674
15-0.167269-1.29570.100028
16-0.202932-1.57190.060615
17-0.237891-1.84270.035158
18-0.270616-2.09620.020146
19-0.296375-2.29570.012601
20-0.322385-2.49720.00764
21-0.343985-2.66450.004944
22-0.366714-2.84060.003071
23-0.379951-2.94310.002307
24-0.392093-3.03710.001766
25-0.394319-3.05440.001681
26-0.389701-3.01860.001862
27-0.377966-2.92770.002409
28-0.362548-2.80830.003356
29-0.346044-2.68040.004739
30-0.323172-2.50330.007522
31-0.298653-2.31340.012074
32-0.273527-2.11870.019131
33-0.243268-1.88430.032183
34-0.209479-1.62260.054957
35-0.17644-1.36670.088409
36-0.140426-1.08770.140531






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9432437.30630
2-0.25825-2.00040.024995
3-0.192795-1.49340.070288
4-0.025655-0.19870.421576
5-0.106857-0.82770.205557
6-0.09718-0.75280.22727
7-0.049241-0.38140.352121
8-0.076643-0.59370.277481
90.0235770.18260.427853
100.0654770.50720.306944
110.0364190.28210.389417
120.058680.45450.325543
13-0.012268-0.0950.462305
14-0.146392-1.13390.130663
15-0.111032-0.86010.196591
16-0.137395-1.06430.145738
17-0.058998-0.4570.324661
18-0.023758-0.1840.427305
190.0231430.17930.429168
20-0.039116-0.3030.381472
210.0296770.22990.409485
22-0.053969-0.4180.338703
230.0221850.17180.43207
24-0.106298-0.82340.206776
25-0.043526-0.33720.36859
26-0.05973-0.46270.322639
27-0.042506-0.32930.371556
28-0.037896-0.29350.385059
29-0.022725-0.1760.430433
300.0392970.30440.380939
31-0.014083-0.10910.45675
32-0.047095-0.36480.358273
330.0212250.16440.434982
34-0.01352-0.10470.458471
35-0.055439-0.42940.334573
360.0043420.03360.48664

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943243 & 7.3063 & 0 \tabularnewline
2 & -0.25825 & -2.0004 & 0.024995 \tabularnewline
3 & -0.192795 & -1.4934 & 0.070288 \tabularnewline
4 & -0.025655 & -0.1987 & 0.421576 \tabularnewline
5 & -0.106857 & -0.8277 & 0.205557 \tabularnewline
6 & -0.09718 & -0.7528 & 0.22727 \tabularnewline
7 & -0.049241 & -0.3814 & 0.352121 \tabularnewline
8 & -0.076643 & -0.5937 & 0.277481 \tabularnewline
9 & 0.023577 & 0.1826 & 0.427853 \tabularnewline
10 & 0.065477 & 0.5072 & 0.306944 \tabularnewline
11 & 0.036419 & 0.2821 & 0.389417 \tabularnewline
12 & 0.05868 & 0.4545 & 0.325543 \tabularnewline
13 & -0.012268 & -0.095 & 0.462305 \tabularnewline
14 & -0.146392 & -1.1339 & 0.130663 \tabularnewline
15 & -0.111032 & -0.8601 & 0.196591 \tabularnewline
16 & -0.137395 & -1.0643 & 0.145738 \tabularnewline
17 & -0.058998 & -0.457 & 0.324661 \tabularnewline
18 & -0.023758 & -0.184 & 0.427305 \tabularnewline
19 & 0.023143 & 0.1793 & 0.429168 \tabularnewline
20 & -0.039116 & -0.303 & 0.381472 \tabularnewline
21 & 0.029677 & 0.2299 & 0.409485 \tabularnewline
22 & -0.053969 & -0.418 & 0.338703 \tabularnewline
23 & 0.022185 & 0.1718 & 0.43207 \tabularnewline
24 & -0.106298 & -0.8234 & 0.206776 \tabularnewline
25 & -0.043526 & -0.3372 & 0.36859 \tabularnewline
26 & -0.05973 & -0.4627 & 0.322639 \tabularnewline
27 & -0.042506 & -0.3293 & 0.371556 \tabularnewline
28 & -0.037896 & -0.2935 & 0.385059 \tabularnewline
29 & -0.022725 & -0.176 & 0.430433 \tabularnewline
30 & 0.039297 & 0.3044 & 0.380939 \tabularnewline
31 & -0.014083 & -0.1091 & 0.45675 \tabularnewline
32 & -0.047095 & -0.3648 & 0.358273 \tabularnewline
33 & 0.021225 & 0.1644 & 0.434982 \tabularnewline
34 & -0.01352 & -0.1047 & 0.458471 \tabularnewline
35 & -0.055439 & -0.4294 & 0.334573 \tabularnewline
36 & 0.004342 & 0.0336 & 0.48664 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67394&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.943243[/C][C]7.3063[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.25825[/C][C]-2.0004[/C][C]0.024995[/C][/ROW]
[ROW][C]3[/C][C]-0.192795[/C][C]-1.4934[/C][C]0.070288[/C][/ROW]
[ROW][C]4[/C][C]-0.025655[/C][C]-0.1987[/C][C]0.421576[/C][/ROW]
[ROW][C]5[/C][C]-0.106857[/C][C]-0.8277[/C][C]0.205557[/C][/ROW]
[ROW][C]6[/C][C]-0.09718[/C][C]-0.7528[/C][C]0.22727[/C][/ROW]
[ROW][C]7[/C][C]-0.049241[/C][C]-0.3814[/C][C]0.352121[/C][/ROW]
[ROW][C]8[/C][C]-0.076643[/C][C]-0.5937[/C][C]0.277481[/C][/ROW]
[ROW][C]9[/C][C]0.023577[/C][C]0.1826[/C][C]0.427853[/C][/ROW]
[ROW][C]10[/C][C]0.065477[/C][C]0.5072[/C][C]0.306944[/C][/ROW]
[ROW][C]11[/C][C]0.036419[/C][C]0.2821[/C][C]0.389417[/C][/ROW]
[ROW][C]12[/C][C]0.05868[/C][C]0.4545[/C][C]0.325543[/C][/ROW]
[ROW][C]13[/C][C]-0.012268[/C][C]-0.095[/C][C]0.462305[/C][/ROW]
[ROW][C]14[/C][C]-0.146392[/C][C]-1.1339[/C][C]0.130663[/C][/ROW]
[ROW][C]15[/C][C]-0.111032[/C][C]-0.8601[/C][C]0.196591[/C][/ROW]
[ROW][C]16[/C][C]-0.137395[/C][C]-1.0643[/C][C]0.145738[/C][/ROW]
[ROW][C]17[/C][C]-0.058998[/C][C]-0.457[/C][C]0.324661[/C][/ROW]
[ROW][C]18[/C][C]-0.023758[/C][C]-0.184[/C][C]0.427305[/C][/ROW]
[ROW][C]19[/C][C]0.023143[/C][C]0.1793[/C][C]0.429168[/C][/ROW]
[ROW][C]20[/C][C]-0.039116[/C][C]-0.303[/C][C]0.381472[/C][/ROW]
[ROW][C]21[/C][C]0.029677[/C][C]0.2299[/C][C]0.409485[/C][/ROW]
[ROW][C]22[/C][C]-0.053969[/C][C]-0.418[/C][C]0.338703[/C][/ROW]
[ROW][C]23[/C][C]0.022185[/C][C]0.1718[/C][C]0.43207[/C][/ROW]
[ROW][C]24[/C][C]-0.106298[/C][C]-0.8234[/C][C]0.206776[/C][/ROW]
[ROW][C]25[/C][C]-0.043526[/C][C]-0.3372[/C][C]0.36859[/C][/ROW]
[ROW][C]26[/C][C]-0.05973[/C][C]-0.4627[/C][C]0.322639[/C][/ROW]
[ROW][C]27[/C][C]-0.042506[/C][C]-0.3293[/C][C]0.371556[/C][/ROW]
[ROW][C]28[/C][C]-0.037896[/C][C]-0.2935[/C][C]0.385059[/C][/ROW]
[ROW][C]29[/C][C]-0.022725[/C][C]-0.176[/C][C]0.430433[/C][/ROW]
[ROW][C]30[/C][C]0.039297[/C][C]0.3044[/C][C]0.380939[/C][/ROW]
[ROW][C]31[/C][C]-0.014083[/C][C]-0.1091[/C][C]0.45675[/C][/ROW]
[ROW][C]32[/C][C]-0.047095[/C][C]-0.3648[/C][C]0.358273[/C][/ROW]
[ROW][C]33[/C][C]0.021225[/C][C]0.1644[/C][C]0.434982[/C][/ROW]
[ROW][C]34[/C][C]-0.01352[/C][C]-0.1047[/C][C]0.458471[/C][/ROW]
[ROW][C]35[/C][C]-0.055439[/C][C]-0.4294[/C][C]0.334573[/C][/ROW]
[ROW][C]36[/C][C]0.004342[/C][C]0.0336[/C][C]0.48664[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67394&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67394&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9432437.30630
2-0.25825-2.00040.024995
3-0.192795-1.49340.070288
4-0.025655-0.19870.421576
5-0.106857-0.82770.205557
6-0.09718-0.75280.22727
7-0.049241-0.38140.352121
8-0.076643-0.59370.277481
90.0235770.18260.427853
100.0654770.50720.306944
110.0364190.28210.389417
120.058680.45450.325543
13-0.012268-0.0950.462305
14-0.146392-1.13390.130663
15-0.111032-0.86010.196591
16-0.137395-1.06430.145738
17-0.058998-0.4570.324661
18-0.023758-0.1840.427305
190.0231430.17930.429168
20-0.039116-0.3030.381472
210.0296770.22990.409485
22-0.053969-0.4180.338703
230.0221850.17180.43207
24-0.106298-0.82340.206776
25-0.043526-0.33720.36859
26-0.05973-0.46270.322639
27-0.042506-0.32930.371556
28-0.037896-0.29350.385059
29-0.022725-0.1760.430433
300.0392970.30440.380939
31-0.014083-0.10910.45675
32-0.047095-0.36480.358273
330.0212250.16440.434982
34-0.01352-0.10470.458471
35-0.055439-0.42940.334573
360.0043420.03360.48664


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')